+33.2%
BE vs RCAT
-56.5%
+89.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.4% | +2.1% | -1.7% |
| 7D | -13.4% | -5.6% | -7.8% | -11.4% |
| 30D | -33.9% | -27.0% | -6.9% | -25.1% |
| 3M | -12.0% | -57.9% | +45.9% | +20.9% |
| 6M | -29.0% | -59.4% | +30.4% | -6.5% |
| YTD | +113.4% | -46.9% | +160.3% | +93.8% |
| 1Y | +33.2% | -54.0% | +87.2% | +30.5% |
| All | +33.2% | -56.5% | +89.6% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling